{"id":1384,"date":"2020-02-23T20:21:29","date_gmt":"2020-02-23T12:21:29","guid":{"rendered":"http:\/\/yutingvpn.tw\/wordpress\/?p=1384"},"modified":"2020-04-18T20:21:48","modified_gmt":"2020-04-18T12:21:48","slug":"%e4%b8%8d%e5%81%9a%e6%ad%b7%e5%8f%b2%e8%b3%87%e6%96%99%e8%aa%bf%e6%95%b4back-adjusted-data%e7%9a%84%e7%b5%90%e6%9e%9c%e5%85%b6%e5%af%a6%e5%be%88%e5%8f%af%e6%80%95","status":"publish","type":"post","link":"https:\/\/quantbrains.club\/wordpress\/2020\/02\/23\/%e4%b8%8d%e5%81%9a%e6%ad%b7%e5%8f%b2%e8%b3%87%e6%96%99%e8%aa%bf%e6%95%b4back-adjusted-data%e7%9a%84%e7%b5%90%e6%9e%9c%e5%85%b6%e5%af%a6%e5%be%88%e5%8f%af%e6%80%95\/","title":{"rendered":"\u4e0d\u505a\u6b77\u53f2\u8cc7\u6599\u63db\u6708\u50f9\u5dee\u8abf\u6574(Back Adjusted Data)\u7684\u7d50\u679c\u5176\u5be6\u5f88\u53ef\u6015"},"content":{"rendered":"\n<p>  <br>\u6700\u8fd1\u9664\u4e86\u5728\u505a\u65b0\u5e73\u53f0\u7684\u6700\u5f8c\u4e00\u500b\u968e\u6bb5\u7684\u529f\u80fd\u64b0\u5beb\uff0c\u4e5f\u82b1\u4e86\u4e00\u9ede\u6642\u9593\u5728\u89c0\u5bdf\u8ddf\u63e3\u6469\u65b0\u7684\u529f\u80fdDynamicWFO\u7684\u884c\u70ba\u8868\u73fe(\u5176\u5be6\u9084\u4e0d\u932f\uff0c\u6211\u9084\u883b\u559c\u6b61\u9019\u529f\u80fd)\uff0c\u4e0d\u904e\u4eca\u5929\u4e0d\u662f\u8981\u804a\u9019\u500b\uff0c\u4e3b\u8981\u662f\u56e0\u70ba\u6211\u5e74\u5f8c\u5fd8\u4e86(\u5176\u5be6\u662f\u61f6XD)\u505a\u65b0\u6708\u4efdBackAdjusted\u7684\u8abf\u6574\u3002\u4e2d\u5348\u628aDWFO\u7684\u89c0\u5bdf\u9801\u958b\u8d77\u4f86\u770b\uff0c\u767c\u73fe\u67d0\u500b\u539f\u672c\u8868\u73fe\u4e0d\u932f\u7684\u53c3\u6578\u597d\u50cf\u9019\u5e7e\u5929\u88ab\u5df4\u4e86\uff0c\u718a\u718a\u60f3\u8d77\u662f\u4e0d\u662f\u56e0\u70ba\u65b0\u6708\u6c92\u505aBackAdjusted\u7684\u52d5\u4f5c\u9020\u6210\u7684\uff0c\u5fc3\u8840\u4f86\u6f6e\u5c31\u8ddf\u540c\u5b78\u8981\u4e86\u4e00\u4efd\u539f\u59cb\u7684\u672a\u4fee\u6b63\u6b77\u53f2\u8cc7\u6599(\u56e0\u70ba\u624b\u908a\u7684\u96fb\u8166\u6b77\u53f2\u8cc7\u6599\u90fd\u505a\u4e86\u4fee\u6b63\uff0c\u4e5f\u61f6\u5f97\u518d\u53bb\u7db2\u9801\u4e0a\u4e0b\u8f09\u4e86XD)\uff0c\u9806\u624b\u7528\u89c0\u5bdf\u9801\u505a\u4e86\u6c92\u4fee\u6b63\u7684\u6b77\u53f2\u8cc7\u6599(\u57161)\u8ddf\u6709\u4fee\u6b63(\u57162)\u7684\u6b77\u53f2\u8cc7\u6599\uff0c\u6b0a\u76ca\u66f2\u7dda\u524d\u5f8c\u6bd4\u5c0d\u5716\uff0c\u6240\u6709\u6771\u897f\u90fd\u4e0d\u8b8a\uff0c\u53ea\u63db\u4e86\u8cc7\u6599\u3002\u53ea\u80fd\u8aaa\uff0c\u4e0d\u505a\u6b77\u53f2\u8cc7\u6599\u4fee\u6b63(Back Adjusted Data)\uff0c\u6211\u611f\u89ba\u9084\u883b\u53ef\u6015\u7684\u3002\u5728\u932f\u8aa4\u7684\u8cc7\u6599\u4e0a\u9032\u884c\u7b56\u7565\u8a08\u7b97\uff0c\u5c31\u50cf\u8d70\u5728\u61f8\u5d16\u4e0a\uff0c\u6709\u6642\u5019\u6211\u5011\u5fd9\u4e86\u4e00\u5927\u5708\uff0c\u5f04\u51fa\u4f86\u7684\u6f02\u4eae\u87a2\u5149\u6bdb\u6bdb\u87f2\uff0c\u53ef\u80fd\u53ea\u662f\u932f\u8aa4\u8cc7\u6599overfitting\u7684\u7d50\u679c\u3002\u4e0d\u8981\u4ee5\u70ba\u53ea\u8981\u5728\u7b56\u7565\u88e1\u52a0\u4e86\u7d50\u7b97\u65e5\u51fa\u6e05\uff0c\u9694\u65e5\u91cd\u65b0\u958b\u59cb\u7684\u7a0b\u5f0f\u78bc\uff0cequity curve\u5c31\u4e0d\u6703\u53d7\u5230\u8df3\u7a7a\u5f71\u97ff\uff0c\u57fa\u672c\u4e0a\u4f60\u7b56\u7565\u88e1\u4f7f\u7528\u5230\u7684\u6307\u6a19\u8a08\u7b97\u7528\u4e86\u932f\u8aa4\u7684\u8cc7\u6599\u5728\u904b\u7b97\uff0c\u90a3\u96dc\u8a0a\u9084\u662f\u5b58\u5728\u7684\u3002\u984c\u5916\u8a71\uff0c\u9019\u500b\u6211\u559c\u6b61\u7684(\u6700\u5de6\u4e0b\u89d2\uff0c\u975e\u6700\u4f73\u5316\u7b2c\u4e00\u540d)\u53c3\u6578\u5728\u9032\u884c\u65b0\u6708\u7684\u8cc7\u6599\u4fee\u6b63\u5f8c\uff0c\u9084\u4ed6\u6e05\u767d\u4e86\uff0c\u4f46\u5373\u4f7f\u6c92\u6709\u9032\u884c\u8cc7\u6599\u4fee\u6b63\uff0cDWFO\u4e5f\u5e6b\u6211\u9078\u4e86\u6700\u53f3\u4e0a\u7684 (\u65b0\u6708\u8cc7\u6599\u932f\u8aa4\u537b\u6c92\u88ab\u5df4) \u53c3\u6578\uff0c\u628a\u9019\u500b\u53c3\u6578\u7d66KO\u4e86\uff0c\u6216\u8a31\u9019\u4e5f\u662fDWFO\u7684\u4e00\u500b\u512a\u9ede\u5427(\u4e5f\u53ea\u89c0\u5bdf\u4e86\u5169\u4e09\u5468\uff0c\u9084\u8a55\u8ad6\u4e0d\u4e86\u4ec0\u9ebc)? <\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p>(\u57161) \u6c92\u6709\u505a\u6b77\u53f2\u8cc7\u6599\u8abf\u6574<\/p>\n\n\n\n<figure class=\"wp-block-image\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"560\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-1024x560.png\" alt=\"\" class=\"wp-image-1385\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-1024x560.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-600x328.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-300x164.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-768x420.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/non-backadjusted-150x82.png 150w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p>(\u57162) \u6709\u505a\u6b77\u53f2\u8cc7\u6599\u8abf\u6574 (Back Adjusted Data)<\/p>\n\n\n\n<figure class=\"wp-block-image\"><img decoding=\"async\" width=\"1024\" height=\"533\" src=\"http:\/\/yutingvpn.tw\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-1024x533.png\" alt=\"\" class=\"wp-image-1386\" srcset=\"https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-1024x533.png 1024w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-600x312.png 600w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-300x156.png 300w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-768x400.png 768w, https:\/\/quantbrains.club\/wordpress\/wp-content\/uploads\/2020\/02\/BackAdjusted-150x78.png 150w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p> <\/p>\n\n\n\n<p>\u6700\u8fd1\u6587\u7ae0\u91cf\u6bd4\u8f03\u5c11\uff0c\u8981\u770b\u6253\u5c41\u6587\u8acb\u5230\u7c89\u7d72\u5c08\u9801:   <br><a href=\"https:\/\/www.facebook.com\/yutingvpn.tw\">https:\/\/www.facebook.com\/<a href=\"https:\/\/www.facebook.com\/yutingvpn.tw\/\">quantbrains.club<\/a><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6700\u8fd1\u9664\u4e86\u5728\u505a\u65b0\u5e73\u53f0\u7684\u6700\u5f8c\u4e00\u500b\u968e\u6bb5\u7684\u529f\u80fd\u64b0\u5beb\uff0c\u4e5f\u82b1\u4e86\u4e00\u9ede\u6642\u9593\u5728&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[],"class_list":["post-1384","post","type-post","status-publish","format-standard","hentry","category-uncategorized","wpcat-1-id"],"_links":{"self":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1384","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/comments?post=1384"}],"version-history":[{"count":7,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1384\/revisions"}],"predecessor-version":[{"id":1470,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/posts\/1384\/revisions\/1470"}],"wp:attachment":[{"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/media?parent=1384"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/categories?post=1384"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/quantbrains.club\/wordpress\/wp-json\/wp\/v2\/tags?post=1384"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}